Statistical Methods & Applications

1994 - 2024

Current editor(s): Tommaso Proietti

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Springer
Società Italiana di Statistica
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Volume 30, issue 5, 2021

Special issue on statistical analysis of networks pp. 1285-1288

Michael Schweinberger, Francesco C. Stingo and Maria Prosperina Vitale

Structural learning and estimation of joint causal effects among network-dependent variables pp. 1289-1314

Federico Castelletti and Alessandro Mascaro

The Relative Fit measure for evaluating a blockmodel pp. 1315-1335

Marjan Cugmas, Aleš Žiberna and Anuška Ferligoj

Online network monitoring pp. 1337-1364

Anna Malinovskaya and Philipp Otto

Weighted stochastic block model pp. 1365-1398

Tin Lok James Ng and Thomas Brendan Murphy

Learning social networks from text data using covariate information pp. 1399-1423

Xiaoyi Yang, Nynke M. D. Niezink and Rebecca Nugent

Multiplexity analysis of networks using multigraph representations pp. 1425-1444

Termeh Shafie and David Schoch

A network analysis of student mobility patterns from high school to master’s pp. 1445-1464

Vincenzo G. Genova, Michele Tumminello, Fabio Aiello and Massimo Attanasio

Bayesian dynamic network actor models with application to South Korean COVID-19 patient movement data pp. 1465-1483

Antonio Mario Arrizza and Alberto Caimo

On the interpretation of inflated correlation path weights in concentration graphs pp. 1485-1505

Alberto Roverato

A clustering procedure for mixed-type data to explore ego network typologies: an application to elderly people living alone in Italy pp. 1507-1533

Elvira Pelle and Roberta Pappadà

Volume 30, issue 4, 2021

A multiple inflated negative binomial hurdle regression model: analysis of the Italians’ tourism behaviour during the Great Recession pp. 1109-1133

Chiara Bocci, Laura Grassini and Emilia Rocco

The variation of the posterior variance and Bayesian sample size determination pp. 1135-1155

Jörg Martin and Clemens Elster

The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number pp. 1157-1174

David R. Bickel

Bootstrap confidence intervals for correlation between continuous repeated measures pp. 1175-1195

Guogen Shan, Hua Zhang and Jim Barbour

Population size estimation based upon zero-truncated, one-inflated and sparse count data pp. 1197-1217

Dankmar Böhning and Herwig Friedl

A split questionnaire survey design in the context of statistical matching pp. 1219-1236

Mehboob Ali and Göran Kauermann

Parametric modeling of quantile regression coefficient functions with count data pp. 1237-1258

Paolo Frumento and Nicola Salvati

Transition models for count data: a flexible alternative to fixed distribution models pp. 1259-1283

Moritz Berger and Gerhard Tutz

Volume 30, issue 3, 2021

Forum on Benford’s law and statistical methods for the detection of frauds pp. 767-778

Lucio Barabesi, Andrea Cerioli and Domenico Perrotta

The mathematics of Benford’s law: a primer pp. 779-795

Arno Berger and Theodore P. Hill

Recurrence relations and Benford’s law pp. 797-817

Madeleine Farris, Noah Luntzlara, Steven J. Miller, Lily Shao and Mengxi Wang

A multivariate test for detecting fraud based on Benford’s law, with application to music streaming data pp. 819-840

Nermina Mumic and Peter Filzmoser

robROSE: A robust approach for dealing with imbalanced data in fraud detection pp. 841-861

Bart Baesens, Sebastiaan Höppner, Irene Ortner and Tim Verdonck

Semiautomatic robust regression clustering of international trade data pp. 863-894

Francesca Torti, Marco Riani and Gianluca Morelli

Confronting collinearity in environmental regression models: evidence from world data pp. 895-926

Claudia García-García, Catalina B. García-García and Román Salmerón

A measure of interrater absolute agreement for ordinal categorical data pp. 927-945

Giuseppe Bove, Pier Luigi Conti and Daniela Marella

Including covariates in a space-time point process with application to seismicity pp. 947-971

Giada Adelfio and Marcello Chiodi

Robust Wald-type tests in GLM with random design based on minimum density power divergence estimators pp. 973-1005

Ayanendranath Basu, Abhik Ghosh, Abhijit Mandal, Nirian Martin and Leandro Pardo

An empirical comparison of two approaches for CDPCA in high-dimensional data pp. 1007-1031

Adelaide Freitas, Eloísa Macedo and Maurizio Vichi

A unified approach to permutation testing for equivalence pp. 1033-1052

Rosa Arboretti, Fortunato Pesarin and Luigi Salmaso

Bayesian inference of multiple structural change models with asymmetric GARCH errors pp. 1053-1078

Cathy W. S. Chen and Bonny Lee

Unified Bayesian conditional autoregressive risk measures using the skew exponential power distribution pp. 1079-1107

Marco Bottone, Lea Petrella and Mauro Bernardi

Volume 30, issue 2, 2021

Counterdiagonal/nonpositive tail dependence in Vine copula constructions: application to portfolio management pp. 375-407

Yuri Salazar Flores and Adán Díaz-Hernández

Estimating drift parameters in a non-ergodic Gaussian Vasicek-type model pp. 409-436

Khalifa Es-Sebaiy and Mohammed Es.Sebaiy

Improved wrong-model inference for generalized linear models for binary responses in the presence of link misspecification pp. 437-459

Xianzheng Huang

Semiparametric model for regression analysis with nonmonotone missing data pp. 461-475

Yang Zhao

Asymptotic properties of QMLE for seasonal threshold GARCH model with periodic coefficients pp. 477-514

Abdelouahab Bibi

On CUSUM test for dynamic panel models pp. 515-542

Minyoung Jo and Sangyeol Lee

A spatial mixed-effects regression model for electoral data pp. 543-571

Agnese Maria Di Brisco and Sonia Migliorati

Bayesian isotonic logistic regression via constrained splines: an application to estimating the serve advantage in professional tennis pp. 573-604

Silvia Montagna, Vanessa Orani and Raffaele Argiento

Yule–Simpson’s paradox: the probabilistic versus the empirical conundrum pp. 605-635

Aris Spanos

Efficacy and toxicity monitoring via Bayesian predictive probabilities in phase II clinical trials pp. 637-663

Valeria Sambucini

Financial contagion through space-time point processes pp. 665-688

Giada Adelfio, Arianna Agosto, Marcello Chiodi and Paolo Giudici

On the predictive performance of a non-optimal action in hypothesis testing pp. 689-709

Fulvio De Santis and Stefania Gubbiotti

Weighted likelihood latent class linear regression pp. 711-746

Luca Greco, Antonio Lucadamo and Claudio Agostinelli

A Bayesian approach for zero-modified Skellam model with Hamiltonian MCMC pp. 747-765

Katiane S. Conceição, Adriano K. Suzuki and Marinho G. Andrade

Volume 30, issue 1, 2021

Penalised robust estimators for sparse and high-dimensional linear models pp. 1-48

Umberto Amato, Anestis Antoniadis, Italia De Feis and Irene Gijbels

Improving reproducibility probability estimation and preserving RP-testing pp. 49-77

Lucio De Capitani and Daniele De Martini

Small area estimation under a measurement error bivariate Fay–Herriot model pp. 79-108

Jan Pablo Burgard, María Dolores Esteban, Domingo Morales and Agustín Pérez

An empirical study on the parsimony and descriptive power of TARMA models pp. 109-137

Greta Goracci

A new time-varying model for forecasting long-memory series pp. 139-155

Luisa Bisaglia and Matteo Grigoletto

Regression models for exceedance data: a new approach pp. 157-173

Marcelo Bourguignon and Fernando Ferraz Nascimento

Bayesian analysis of ranking data with the Extended Plackett–Luce model pp. 175-194

Cristina Mollica and Luca Tardella

Small area estimation under a temporal bivariate area-level linear mixed model with independent time effects pp. 195-222

Roberto Benavent and Domingo Morales

Bayesian optimal designs for multi-factor nonlinear models pp. 223-233

Lei He

Covariance matrix estimation of the maximum likelihood estimator in multivariate clusterwise linear regression pp. 235-268

Giuliano Galimberti, Lorenzo Nuzzi and Gabriele Soffritti

Interaction among three substitute products: an extended innovation diffusion model pp. 269-293

Claudia Furlan, Cinzia Mortarino and Mohammad Salim Zahangir

Symbolic interval-valued data analysis for time series based on auto-interval-regressive models pp. 295-315

Liang-Ching Lin, Hsiang-Lin Chien and Sangyeol Lee

A note on simultaneous calibrated prediction intervals for time series pp. 317-330

Giovanni Fonseca, Federica Giummolè and Paolo Vidoni

Outlier robust small domain estimation via bias correction and robust bootstrapping pp. 331-357

G. Bertarelli, R. Chambers and N. Salvati

Can Bayesian, confidence distribution and frequentist inference agree? pp. 359-373

Erlis Ruli and Laura Ventura